Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240343.2309 | 146729.2859 | 93613.9451 | 40590.8171 | 11402.0441 | 29188.7729 |
Total P&L (%) | 240.3432 | 146.7293 | 93.6139 | 40.5908 | 11.402 | 29.1888 |
Avg Daily Profit (%) | 0.1769 | 0.108 | 0.0689 | 0.0251 | 0.0079 | 0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150182 | -91025 | -119221 | -68810 | -42593 | -64418 |
Profit Factor | 1.2873 | 1.3655 | 1.2151 | 1.1127 | 1.0625 | 1.1642 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 52.6627 | 52.9412 | 52.381 | 52.6627 | 52.9412 | 52.381 |
Ratio Avg Win / Avg Loss | 1.1571 | 1.2138 | 1.1046 | 1.0002 | 0.9445 | 1.0584 |
Largest Winning Trade | 59731 | 59731 | 32543 | 37558 | 37558 | 20068 |
Largest Losing Trade | -53003 | -53003 | -36777 | -31296 | -31296 | -29027 |
Avg Bars in Trades | 94 | 98 | 90 | 94 | 98 | 90 |
Avg Bars in Winners | 107 | 108 | 106 | 107 | 108 | 106 |
Avg Bars in Losers | 79 | 86 | 72 | 79 | 86 | 72 |
Bars Traded | 15930 | 8334 | 7596 | 15930 | 8334 | 7596 |
Profit Streak | 35.127 | 35.127 | 37.9603 | 35.127 | 35.127 | 37.9603 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365869 | -47316 | -100428 | -255366 | -456751 | -209803 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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